-5.8%
LYFT vs CRBG
+117.3%
-123.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | -8.4% | +0.6% | -9.0% | -8.6% |
| 30D | -7.6% | +2.6% | -10.2% | -8.7% |
| 3M | +11.7% | +24.0% | -12.3% | +1.3% |
| 6M | +15.1% | +50.5% | -35.4% | -5.2% |
| YTD | -20.9% | +17.1% | -38.0% | -27.2% |
| 1Y | -16.4% | +5.9% | -22.3% | -20.0% |
| 3Y | +35.2% | +122.7% | -87.5% | -10.0% |
| All | -5.8% | +117.3% | -123.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling